JP Morgan Put 120 BEI 17.01.2025/  DE000JV98VH7  /

EUWAX
2024-12-20  12:34:02 PM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 120.00 EUR 2025-01-17 Put
 

Master data

WKN: JV98VH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2025-01-17
Issue date: 2024-11-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -64.66
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.29
Time value: 0.19
Break-even: 118.10
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.67
Spread abs.: 0.06
Spread %: 46.15%
Delta: -0.34
Theta: -0.05
Omega: -21.86
Rho: -0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.092
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -